数学物理学报(英文版) ›› 2005, Vol. 25 ›› Issue (1): 95-104.

• 论文 • 上一篇    下一篇

STATIONARY SOLUTION FOR A STOCHASTIC LI´ENARD EQUATION WITH MARKOVIAN SWITCHING

席福宝,赵丽琴   

  1. Department of Mathematics Beijing Normal University;Department of Mathematics Beijing Institute of Technology University;
  • 出版日期:2005-01-20 发布日期:2005-01-20
  • 基金资助:

    This project is supported by the National Natural
    Science Foundation of China(19901001) and the SRF for ROCS, SEM

STATIONARY SOLUTION FOR A STOCHASTIC LI´ENARD EQUATION WITH MARKOVIAN SWITCHING

 XI Fu-Bao, DIAO Li-Qin   

  • Online:2005-01-20 Published:2005-01-20
  • Supported by:

    This project is supported by the National Natural
    Science Foundation of China(19901001) and the SRF for ROCS, SEM

摘要:

This paper considers a stochastic Li´enard equation with Markovian switching.
The Feller continuity of its solution is proved by the coupling method and a truncation
argument. The existence of a stationary solution for the equation is also proved under the
Foster-Lyapunov drift condition.

Abstract:

This paper considers a stochastic Li´enard equation with Markovian switching.
The Feller continuity of its solution is proved by the coupling method and a truncation
argument. The existence of a stationary solution for the equation is also proved under the
Foster-Lyapunov drift condition.

Key words: Coupling;truncation;feller continuity, stationary solution

中图分类号: 

  • 60J60